Outlier Analysis

Data scientists frequently want to find anomalies in numerical data. To that end, HCP
has some simple statistical anomaly detectors.

Median Absolution DeviationMuch has been written about this robust estimator. See the first page of Alternatives to the Median Absolute Deviation for coverage of the good and the bad of median absolution deviation (MAD). The usage, however is fairly straightforward.

ExampleTo illustrate how to use the MAD functionality we will create a dummy data stream of Gaussian noise. This example will also explain how to use the profiler to tag messages as outliers or not.